So what you probably want is your projectiles to ignore collision with the capsule and block when they touch your player mesh. I’m not sure if this is the best way to do it but what I usually do is create my custom object collision channel, this way you can tell you projectiles to not hit the capsule which is probably in the pawn type channel and just hit your custom channel which you can name playerMesh or whatever.
In this question I give a quick explanation on how to create a custom collision channel:
Hope this helps you 
!